-7.4%
SYY vs TMF
-21.7%
+14.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.2% |
| 7D | -2.3% | -1.4% | -0.9% | -2.4% |
| 30D | -4.9% | -2.8% | -2.1% | -5.2% |
| 3M | +8.4% | -10.9% | +19.3% | +7.3% |
| 6M | -7.4% | -21.3% | +14.0% | -13.5% |
| All | -7.4% | -21.7% | +14.3% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling